This is the complete list of members for FutureExpiryCalculator, including all inherited members.
applyFutureMonthOffset(const QuantLib::Date &contractDate, Natural futureMonthOffset)=0 | FutureExpiryCalculator | pure virtual |
contractDate(const QuantLib::Date &expiryDate)=0 | FutureExpiryCalculator | pure virtual |
expiryDate(const QuantLib::Date &contractDate, QuantLib::Natural monthOffset=0, bool forOption=false)=0 | FutureExpiryCalculator | pure virtual |
nextExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), QuantLib::Natural offset=0, bool forOption=false)=0 | FutureExpiryCalculator | pure virtual |
priorExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), bool forOption=false)=0 | FutureExpiryCalculator | pure virtual |
~FutureExpiryCalculator() | FutureExpiryCalculator | virtual |